Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47715.87 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46320.98 Kr¶

PnL: ---------------------------------------> -567.59 Kr¶

DD now: ---------------------------------> -1.88 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 17:02:17.220202'

Anic Portfolio¶

This Week¶

Return: 0.455 %¶

Total¶

Return: 56.32 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.040000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -1.810000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -5.100000 435.400000 80.400000 22.650000 355.000000
Corem Property Group B 59 -4.300000 657.260000 80.260000 13.910000 576.999999
Boozt 12 0.500000 1702.800000 48.800000 2.950000 1653.999996
HMS Networks 2 0.110000 718.000000 45.000000 6.690000 673.000000
OEM International B 7 0.640000 552.300000 24.300000 4.600000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.440000 548.200000 21.200000 4.020000 527.000000
MedCap 2 -0.450000 438.000000 17.000000 4.040000 421.000000
Coor Service Management Hold. 8 -0.360000 547.600000 15.600000 2.930000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -3.290000 261.120000 15.120000 6.150000 246.000000
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Karnov Group 9 -0.650000 548.100000 12.100000 2.260000 536.000004
SAAB B 8 1.680000 3387.200000 10.200000 0.300000 3377.000000
Eastnine 4 -0.950000 500.800000 9.800000 2.000000 491.000000
Essity B 2 -0.240000 581.400000 7.400000 1.290000 574.000000
Norva24 Group 16 -0.810000 549.440000 6.440000 1.190000 543.000000
AcadeMedia 12 -0.430000 561.600000 4.600000 0.830000 557.000004
Resurs Holding 22 -1.310000 578.160000 4.160000 0.720000 573.999998
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.100000 579.000000 2.000000 0.350000 577.000002
Midsona B 63 -4.650000 580.860000 -2.140000 -0.370000 582.999984
Securitas B 6 -0.440000 567.600000 -2.400000 -0.420000 570.000000
Handelsbanken A 5 -1.180000 543.000000 -3.000000 -0.550000 546.000000
CTEK 13 -2.280000 529.230000 -4.770000 -0.890000 533.999999
Swedbank A 3 -0.850000 559.050000 -4.950000 -0.880000 564.000000
Nordea Bank Abp 29 -0.750000 3442.300000 -11.700000 -0.340000 3453.999992
International Petroleum Corp. 5 1.870000 545.000000 -49.570000 -8.340000 594.565215
Vivesto 1368 1.000000 555.410000 -57.590000 -9.390000 612.999432
Sampo Oyj SDB 7 -0.460000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 0.120000 1504.800000 -159.200000 -9.570000 1663.999992
Axfood 13 0.330000 3591.900000 -164.100000 -4.370000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -3.110000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 46354.830000 -533.740000 -1.80994% 46888.564618

Updated:¶

'2023-01-17 17:01:45.538045'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶